000 01147nam a2200265 i 4500
008 800930s1979 ne b 001 0 eng
020 _a9028603093
040 _aDLC
_cDLC
082 0 0 _a658.15'5
_bSOE
100 1 _aSoenen, Luc A.
245 1 0 _aForeign exchange exposure management :
_ba portfolio approach /
260 _aAlphen aan den Rijn ;
_aGermantown, Maryland :
_bSijthoff & Noordhoff,
_cc1979.
300 _ax, 142 p. :ill,
500 _aIncludes index.
504 _aIncludes bibliographical references: p. 135-139.
520 _aThis books focusses on the hedging of currency portfolio as specified as a decision problem, with the company's exposure as input together with spot and forward exchange rates, the future spot rates of the currencies in the portfolio as unknown random variables, and the amounts to be hedged per currency as decision variables.
590 _aosa 19/06/2017
591 _aLoans
650 0 _aInternational business enterprises.
650 0 _aForeign exchange administration.
650 0 _aHedging (Finance).
650 0 _aPortfolio management.
942 _2ddc
_cBOOK
949 _a658.15'5 SOE
999 _c5817
_d5817